Averaging of semigroups associated to diffusion processes on a simplex
نویسندگان
چکیده
We study the averaging of a diffusion process living in simplex K Rn, n≥1. assume that its infinitesimal generator can be decomposed as sum two generators corresponding to distinct timescales and one fastest timescale is pure noise with coefficient vanishing exactly on vertices K. show this averages jump Markov for Meyer–Zheng topology. The role geometric assumptions done also discussed.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2022
ISSN: ['1879-209X', '0304-4149']
DOI: https://doi.org/10.1016/j.spa.2022.04.014